Back to search
Top Contributors
33
commits
This project implements a statistical arbitrage strategy using pairs trading that identifies cointegrated asset pairs in financial markets. The strategy employs Kalman filters to estimate dynamic hedge ratios and generate trading signals based on mean reversion opportunities.
Stars
0
Forks
0
Watchers
0
Open Issues
0
Overall repository health assessment
No package.json found
This might not be a Node.js project
33
commits